Trading Metrics calculated at close of trading on 04-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
13,408.0 |
13,624.0 |
216.0 |
1.6% |
13,172.0 |
High |
13,640.0 |
13,790.0 |
150.0 |
1.1% |
13,545.0 |
Low |
13,377.0 |
13,605.0 |
228.0 |
1.7% |
13,020.0 |
Close |
13,578.0 |
13,640.0 |
62.0 |
0.5% |
13,472.0 |
Range |
263.0 |
185.0 |
-78.0 |
-29.7% |
525.0 |
ATR |
267.3 |
263.3 |
-3.9 |
-1.5% |
0.0 |
Volume |
45,967 |
51,633 |
5,666 |
12.3% |
273,787 |
|
Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,233.3 |
14,121.7 |
13,741.8 |
|
R3 |
14,048.3 |
13,936.7 |
13,690.9 |
|
R2 |
13,863.3 |
13,863.3 |
13,673.9 |
|
R1 |
13,751.7 |
13,751.7 |
13,657.0 |
13,807.5 |
PP |
13,678.3 |
13,678.3 |
13,678.3 |
13,706.3 |
S1 |
13,566.7 |
13,566.7 |
13,623.0 |
13,622.5 |
S2 |
13,493.3 |
13,493.3 |
13,606.1 |
|
S3 |
13,308.3 |
13,381.7 |
13,589.1 |
|
S4 |
13,123.3 |
13,196.7 |
13,538.3 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,920.7 |
14,721.3 |
13,760.8 |
|
R3 |
14,395.7 |
14,196.3 |
13,616.4 |
|
R2 |
13,870.7 |
13,870.7 |
13,568.3 |
|
R1 |
13,671.3 |
13,671.3 |
13,520.1 |
13,771.0 |
PP |
13,345.7 |
13,345.7 |
13,345.7 |
13,395.5 |
S1 |
13,146.3 |
13,146.3 |
13,423.9 |
13,246.0 |
S2 |
12,820.7 |
12,820.7 |
13,375.8 |
|
S3 |
12,295.7 |
12,621.3 |
13,327.6 |
|
S4 |
11,770.7 |
12,096.3 |
13,183.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,790.0 |
13,324.0 |
466.0 |
3.4% |
198.0 |
1.5% |
68% |
True |
False |
50,219 |
10 |
13,790.0 |
13,020.0 |
770.0 |
5.6% |
202.8 |
1.5% |
81% |
True |
False |
52,567 |
20 |
13,790.0 |
12,418.0 |
1,372.0 |
10.1% |
256.6 |
1.9% |
89% |
True |
False |
59,585 |
40 |
14,390.0 |
12,367.0 |
2,023.0 |
14.8% |
290.5 |
2.1% |
63% |
False |
False |
57,827 |
60 |
14,670.0 |
12,367.0 |
2,303.0 |
16.9% |
261.6 |
1.9% |
55% |
False |
False |
38,635 |
80 |
14,670.0 |
12,367.0 |
2,303.0 |
16.9% |
244.7 |
1.8% |
55% |
False |
False |
28,982 |
100 |
14,921.0 |
12,367.0 |
2,554.0 |
18.7% |
240.4 |
1.8% |
50% |
False |
False |
23,190 |
120 |
15,391.0 |
12,367.0 |
3,024.0 |
22.2% |
231.7 |
1.7% |
42% |
False |
False |
19,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,576.3 |
2.618 |
14,274.3 |
1.618 |
14,089.3 |
1.000 |
13,975.0 |
0.618 |
13,904.3 |
HIGH |
13,790.0 |
0.618 |
13,719.3 |
0.500 |
13,697.5 |
0.382 |
13,675.7 |
LOW |
13,605.0 |
0.618 |
13,490.7 |
1.000 |
13,420.0 |
1.618 |
13,305.7 |
2.618 |
13,120.7 |
4.250 |
12,818.8 |
|
|
Fisher Pivots for day following 04-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,697.5 |
13,612.3 |
PP |
13,678.3 |
13,584.7 |
S1 |
13,659.2 |
13,557.0 |
|